Bone Rotation in Pose Position
I'm not currently using a computer that can run Blender (school), and I've only spent only a few weeks in Blender so far, but here's my two cents:

One thing that might be wrong is that the keyframes don't have rotation.  Make sure that you're doing LocRotScale instead of LocScale.  If you go to the bottom-right area of the timeline editor, you should be able to set the box to default to LocRotScale when you press I if you want.